weight: Weight in correlation

In LPWC: Lag Penalized Weighted Correlation for Time Series Clustering

Description

This function computes the weight used for correlation using timepoints used and lags used

Usage

weight(t, lag, C)

Arguments

t	a vector of timepoints
lag	a integer value of the lag used
C	a numeric of the constant used in the penalty and weight inside the Gaussian kernel

Value

a list containing w0 and vector w used for computing weighted correlation

Author(s)

Thevaa Chandereng, Anthony Gitter

Examples

weight(t = c(0, 5, 10, 15, 20), lag = 1, C = 20)
weight(t = c(0, 2, 5, 10, 14, 19, 22), lag = 1,C = 100)

LPWC documentation built on March 26, 2020, 7:48 p.m.